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subject:"Volatility"
isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Taniguchi, Masanobu"
~person:"Li, Yingying"
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Volatility
Estimation theory
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Li, Yingying
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Bos, Charles S.
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Caldeira, João F.
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Fan, Jianqing
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Frederiksen, Per
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Ghysels, Eric
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Moura, Guilherme Valle
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Rodrigues, Paulo M. M.
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Usami, Takashi
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Visser, Marcel P.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
2
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
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